Quotation Szölgyenyi, Michaela. 2017. Utility indifference pricing of catastrophe derivatives in a PDMP model. Brown Bag Seminar of the Institute of Statistics and Mathematics, Wien, Österreich, 03.05.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Unpublished lecture
Language English
Title Utility indifference pricing of catastrophe derivatives in a PDMP model
Event Brown Bag Seminar of the Institute of Statistics and Mathematics
Location Wien, Österreich
Date May 3, 2017

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People
Szölgyenyi, Michaela (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1114 Numerical mathematics (Details)
1117 Actuarial mathematics (Details)
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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